-95.0%
UVXY vs AVAV
+31.0%
-125.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +3.3% |
| 7D | -4.7% | +3.2% | -7.9% | -3.6% |
| 30D | -17.1% | -20.3% | +3.3% | -23.0% |
| 3M | -39.9% | -19.4% | -20.5% | -43.0% |
| 6M | -66.9% | -35.3% | -31.6% | -70.0% |
| YTD | -50.1% | -38.5% | -11.6% | -54.2% |
| 1Y | -68.3% | -37.2% | -31.1% | -69.9% |
| 3Y | -95.0% | +31.1% | -126.1% | -93.6% |
| All | -95.0% | +31.0% | -125.9% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling